Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.712 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52280.74 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48119.21 Kr¶

PnL: ---------------------------------------> -807.29 Kr¶

DD now: ---------------------------------> -1.581 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 15:09:32.333653'

Anic Portfolio¶

Today¶

Return: -0.068 %¶

This Week¶

Return: -0.068 %¶

Total portfolio value¶

Return including deposits: 71.154 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 2.980000 882.000000 37.000000 4.380000 845.000001
SynAct Pharma 9 0.800000 679.500000 34.500000 5.350000 645.000003
Eastnine 6 -1.740000 678.000000 21.000000 3.200000 657.000000
Vitrolife 3 3.020000 696.000000 19.000000 2.810000 677.000001
Biotage 4 0.320000 620.400000 17.400000 2.890000 603.000000
Addtech B 3 1.960000 717.000000 17.000000 2.430000 699.999999
BHG Group 49 -6.050000 654.640000 15.640000 2.450000 638.999984
Addnode Group B 6 1.920000 763.800000 11.800000 1.570000 751.999998
Nolato B 12 0.090000 658.800000 10.800000 1.670000 648.000000
Embracer Group B 26 -0.290000 672.100000 10.100000 1.530000 661.999988
Svolder B 35 1.220000 2182.250000 8.750000 0.400000 2173.500000
Indutrade 5 1.180000 1326.000000 6.000000 0.450000 1320.000000
Latour B 2 1.970000 454.800000 5.800000 1.290000 449.000000
Sdiptech B 3 -0.220000 827.400000 5.400000 0.660000 822.000000
BONESUPPORT HOLDING 10 -0.410000 1228.000000 4.000000 0.330000 1224.000000
NCC B 7 -0.370000 656.250000 2.250000 0.340000 653.999997
Fortnox 10 3.520000 669.800000 1.800000 0.270000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Sampo Oyj SDB 1 -0.200000 501.000000 -4.000000 -0.790000 505.000000
Lime Technologies 2 -1.010000 588.000000 -5.000000 -0.840000 593.000000
Volati 5 -4.220000 568.000000 -6.000000 -1.050000 574.000000
SCA A 4 0.000000 590.400000 -8.600000 -1.440000 599.000000
Investor B 3 0.530000 649.050000 -8.950000 -1.360000 657.999999
Humana 40 1.870000 655.200000 -18.800000 -2.790000 674.000000
Sedana Medical 135 -3.050000 4295.700000 -35.300000 -0.820000 4330.999935
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Creades A 7 1.680000 550.900000 -60.100000 -9.840000 610.999998
Ambea 68 0.500000 2471.120000 -65.880000 -2.600000 2537.000032
Investor A 16 0.420000 3470.400000 -74.600000 -2.100000 3545.000000
Gaming Innovation Group 161 1.000000 4081.350000 -106.650000 -2.550000 4187.999942
New Wave B 40 -0.340000 3806.000000 -110.000000 -2.810000 3916.000000
Wästbygg Gruppen B 80 -2.350000 2664.000000 -207.000000 -7.210000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 48119.210000 -807.290000 -1.58058% 48926.499863

Updated:¶

'2023-06-13 15:09:48.277999'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶